+34.8%
FAST vs VUG
+3.5%
+31.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.5% |
| 7D | +3.8% | +0.5% | +3.3% | +3.7% |
| 30D | +8.1% | -8.2% | +16.2% | +9.6% |
| 3M | +5.8% | -5.4% | +11.2% | +6.6% |
| 6M | +24.9% | -2.5% | +27.4% | +25.0% |
| YTD | +38.9% | +4.2% | +34.7% | +34.0% |
| All | +34.8% | +3.5% | +31.3% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling